Related papers: Limit of the Solutions for the Finite Horizon Prob…
We study so{\`u}e infinite-horizon optimization problems on spaces of periodic functions for non periodic Lagrangians. The main strategy relies on the reduction to finite horizon thanks in the introduction of an avering operator.We then…
Basis splines enable a time-continuous feasibility check with a finite number of constraints. Constraints apply to the whole trajectory for motion planning applications that require a collision-free and dynamically feasible trajectory.…
This paper is concerned with a time-inconsistent stochastic optimal control problem in an infinite time horizon with a non-degenerate diffusion in the state equation. A major assumption is that people become rational after a large time.…
We study an optimal investment and consumption problem over a finite-time horizon, in which an individual invests in a risk-free asset and a risky asset, and evaluate utility using a general utility function that exhibits loss aversion with…
Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…
We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…
This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…
In this paper, we establish sufficient conditions for the existence of error bounds at infinity for lower semicontinuous inequality systems. We also show that the existence of an error bound at infinity of constraint systems plays an…
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality.…
We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…
In this paper we give a representation formula for the limit of the fnite horizon problem as the horizon becomes infinite, with a nonnegative Lagrangian and unbounded data. It is related to the limit of the discounted infinite horizon…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…
This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…
In this paper we consider the numerical approximation of infinite horizon problems via the dynamic programming approach. The value function of the problem solves a Hamilton-Jacobi-Bellman (HJB) equation that is approximated by a fully…
The paper addresses an existence problem for infinite horizon optimal control when the system under control is exponentially stabilizable or stable. Classes of nonlinear control systems for which infinite horizon optimal controls exist are…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
In contrast to the many continuous global optimization methods that assume the objective function and constraints are factorable, we study how to find globally maximal solutions to problems that are not factorable, focusing on a particular…
In this paper, we consider how to construct the optimal solutions for a general discrete time infinite horizon optimal control problem. We establish necessary and sufficient conditions for optimality in the sense of a modified optimality…
We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…